Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function

Liu, Lie and Mao, Xuerong and Cao, Jinde (2019) Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function. Journal of Mathematical Analysis and Applications, 479 (2). pp. 1986-2006. ISSN 0022-247X

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    Abstract

    This paper is concerned with input-to-state stability of SFDSs. By using stochastic analysis techniques, Razumikhin techniques and vector Lyapunov function method, vector Razumikhin-type theorem has been established on input-to-state stability for SFDSs. Novel sufficient criteria on the pth moment exponential input-to-state stability are obtained by the established vector Razumikhin-type theorem. When input is zero, an improved criterion on exponential stability is obtained. Two examples are provided to demonstrate validity of the obtained results.

    ORCID iDs

    Liu, Lie, Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864 and Cao, Jinde;
    • Item type:Article
      ID code:69222
      Dates:
      Date
      Event
      15 November 2019
      Published
      16 July 2019
      Published Online
      1 July 2019
      Accepted
      Keywords:vector Lyapunov function, razumikhin-type theorems, input-to-state stability, exponential stability, stochastic functional differential equation, Probabilities. Mathematical statistics, Mathematics(all)
      Subjects:Science > Mathematics > Probabilities. Mathematical statistics
      Department:Faculty of Science > Mathematics and Statistics
      Depositing user: Pure Administrator
      Date deposited:06 Aug 2019 10:01
      Last modified:23 Sep 2021 07:23
      Related URLs:
      URI:https://strathprints.strath.ac.uk/id/eprint/69222
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